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            <h1 id="updated-schedule">Updated Schedule</h1>
<p>This course schedule <strong>will</strong> change during the semester. Ad hoc topic changes (unannounced) may be based on current events or class pace and interest. Announcement of any meeting changes will be distributed via Discord; please ensure that you are monitoring the <code>#announcements</code> channel there.</p>
<p>&quot;*&quot; indicates topics covered only in some sections. The following reflects the latest updates:</p>
<table>
<thead>
<tr>
<th style="text-align:center"></th>
<th>Meeting</th>
<th>Financial topics</th>
<th>Technical topics</th>
<th>Deliverable</th>
</tr>
</thead>
<tbody>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-1">1</a></td>
<td>1/21–2    <br> <em>Course introduction</em></td>
<td>Intraday and overnight risk and returns* <br> Market making*</td>
<td>Calculations in Excel</td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49353552">HW0</a> <br> (due Thursday 1/23)</td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-2">2</a></td>
<td>1/23–27   <br> <em>Python demo</em></td>
<td>Market making* <br> Record highs and binary trees*</td>
<td>Python demo</td>
<td></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-3">3</a></td>
<td>1/28–29   <br> <em>Introduction to data</em></td>
<td>Volatility and return extremes (NVDA) <br> Core data issues and student survey* <br> Bloomberg</td>
<td>ABCD</td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49353553">HW1</a></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-4">4</a></td>
<td>1/30–2/3  <br> <em>Describing time series</em></td>
<td>Event studies in a binary model (tarrifs)* <br> Introduction to Monte Carlo</td>
<td>Mean, Standard deviation <br> Actions and returns*</td>
<td></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-5">5</a></td>
<td>2/5–6     <br> <em>Statistical models and fit</em></td>
<td>Binary trees and binomial models <br> Over-dispersion and persistence/reversals</td>
<td>Actions and returns* <br> Bayesian updating <br> Binomial distributions</td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49353554">HW2</a></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-6">6</a></td>
<td>2/10–11   <br> <em>Two-asset portfolios; Python intro</em></td>
<td>Two-asset portfolios <br> Correlation and idiosyncratic risk <br> Leverage constraints <br> Sharpe ratios</td>
<td>Bloomberg data exports <br> Python arithmetic <br> Boolean math <br> Intro. to functions</td>
<td></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-7">7</a></td>
<td>2/12–13   <br> <em>Conditional programming and looping</em></td>
<td>Midterm project introduction <br> &quot;Biggest number game&quot;*</td>
<td>if <br> Initialize/loop/filter <br> Random numbers <br> List comprehension*</td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49353555">HW3</a></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-8">8</a></td>
<td>2/18      <br> (Catch-up; see MW class 9)</td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-9">9</a></td>
<td>2/19–20   <br> <em>Valuing liquidity</em></td>
<td>Order speed and execution quality Monte Carlo simulation</td>
<td>Binomial simulation*</td>
<td></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-10">10</a></td>
<td>2/24–25   <br> <em>Working with Python packages</em></td>
<td>From Monte Carlo to backtesting (pairwise comparisons of mean, min, max daily returns)</td>
<td>Python's package ecosystem</td>
<td></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-11">11</a></td>
<td>2/26–27   <br> <strong>Attendance required</strong> <br> <em>Midterm project presentations</em></td>
<td>Fixed income analysis</td>
<td></td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49353561">Midterm group project</a> <br> (due Tuesday 2/25)</td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-12">12</a></td>
<td>3/3–4     <br> <em>Pandas Series; momentum and reversals</em></td>
<td>Momentum, reversals, and autocorrelation <br> Binomial modeling and the cross-section</td>
<td>Pandas Series</td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49353556">HW4</a></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-ethics-session-1">13</a></td>
<td>3/5–6     <br> <strong>Attendance required</strong> <br> <em>Professional ethics</em></td>
<td>Professional ethics</td>
<td></td>
<td><a href="https://babson.instructure.com/courses/4139316/pages/meeting-ethics-session-1">Ethics discussion prep.</a></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-14">14</a></td>
<td>3/10–11   <br> <em>Pandas Dataframes; commodities prices</em></td>
<td>Commodities prices <br> FRED</td>
<td>CSV imports <br> Python time-series methods</td>
<td>Midterm project peer reviews</td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-15">15</a></td>
<td>3/12–13   <br> <em>Applied Pandas analysis; Mortgage market data</em></td>
<td>Mortgage pricing and term structure <br> Binary options and refinancing</td>
<td>Manipulating and creating columns</td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49353557">HW5</a></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-16">16</a></td>
<td>3/24–25   <br> <em>Applied Pandas analysis; Drawdowns and &quot;corrections&quot;</em></td>
<td>Drawdowns and &quot;corrections&quot; <br> Technical analysis</td>
<td>Filtering data <br> <code>loc</code> and <code>iloc</code></td>
<td></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-17">17</a></td>
<td>3/26–27   <br> <strong>Attendance required</strong> <br> <em>Data/methods demonstrations</em></td>
<td>Student-chosen topics</td>
<td>Student-chosen topics</td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/44925801">Data/methods demo</a> <br> (due Tuesday 3/25)</td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-18">18</a></td>
<td>3/31–4/1  <br> <em>Data/methods demonstrations; Exploratory data analysis</em></td>
<td>Data/methods demonstrations* <br> WRDS/CRSP <br> Ticker re-use</td>
<td>Data cleaning and EDA</td>
<td></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-ethics-session-2">19</a></td>
<td>4/2–3     <br> <strong>Attendance required</strong> <br> <em>Professional ethics</em></td>
<td>Professional ethics</td>
<td>Data on web pages (e.g., Wikipedia)</td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49353540">Ethics report</a> <br> (due Tuesday 4/1)</td>
</tr>
<tr>
<td style="text-align:center"></td>
<td><strong>F 4/4</strong> <br> <strong>Midterm examination</strong></td>
<td>All topics covered so far</td>
<td>All topics covered so far</td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49436326">Midterm exam</a> <br> (1–3p in Olin 120)</td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-20">20</a></td>
<td>4/7–8     <br> <em>Assessing tariff effects; Introduce final project</em></td>
<td>After-hours trading and index futures <br> Final project introduction</td>
<td>Data cleaning and EDA*</td>
<td></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-21">21</a></td>
<td>4/9–10</td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-22">22</a></td>
<td>4/14–15</td>
<td></td>
<td></td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49353558">HW6</a></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-23">23</a></td>
<td>4/16–17</td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-24">24</a></td>
<td>4/22–23   <br> <strong>Attendance required</strong> <br> <em>Final project presentations</em></td>
<td>Cross-sectional asset pricing and interest-rate sensitivity</td>
<td></td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49353543">Final group project</a> <br> (due Monday 4/21)</td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-25">25</a></td>
<td>4/24–25   <br> <strong>Attendance required</strong> <br> <em>Final project presentations</em></td>
<td><em>(cont.)</em></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="text-align:center"><a href="https://babson.instructure.com/courses/4139316/pages/meeting-26">26</a></td>
<td>M 4/28–29</td>
<td></td>
<td></td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49353559">HW7</a></td>
</tr>
<tr>
<td style="text-align:center"></td>
<td><strong>W 5/7</strong> <br> <strong>Final examination</strong></td>
<td>All topics</td>
<td>All topics</td>
<td><a href="https://babson.instructure.com/courses/4139316/assignments/49353542">Final exam</a> <br> (9a–12p in Olin 120; subject to change)</td>
</tr>
</tbody>
</table>

            
            
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